+150.7%
XBI vs USFD
+310.2%
-159.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.2% |
| 7D | -4.6% | -8.0% | +3.4% | -2.2% |
| 30D | -0.8% | -13.1% | +12.3% | +3.4% |
| 3M | +21.8% | +6.5% | +15.3% | +19.2% |
| 6M | +23.2% | +5.7% | +17.4% | +20.5% |
| YTD | +28.7% | +27.5% | +1.2% | +18.2% |
| 1Y | +67.8% | +23.4% | +44.3% | +55.2% |
| 3Y | +100.6% | +146.4% | -45.8% | +50.2% |
| 5Y | +19.8% | +196.8% | -176.9% | -15.6% |
| All | +150.7% | +310.2% | -159.5% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded USFD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling